PRISM
Systemic Financial Risk Engine
Quantum tensor networks modeling the correlation structure of 50,000+ financial instruments simultaneously. Catching contagion patterns that caused 2008 and SVB before they cascade.
Risk Models Are Blind to Contagion
The 2008 crisis, SVB collapse, and Credit Suisse failure all shared one trait: existing risk models didn't see them coming.
The Correlation Catastrophe
Modern financial risk models treat instruments independently or in small groups. A bank's VaR model might correlate 500 positions, but the real correlation structure involves 50,000+ instruments across credit, equity, rates, FX, and commodities, all connected through counterparty networks, shared collateral, and funding channels.
When stress hits, these hidden correlations activate simultaneously. Assets that appeared uncorrelated suddenly move in lockstep. Liquidity evaporates across markets. The contagion spreads through channels the models never mapped.
The Exponential Gap
Modeling the full correlation matrix of 50,000 instruments requires computing O(N^2) = 2.5 billion parameters. Classical methods approximate by sampling. Quantum tensor networks compute the full structure.
Quantum Correlation Intelligence
PRISM computes what classical risk systems approximate, revealing the true structure of financial interconnectedness.
Quantum Tensor Networks
Models the full correlation structure of 50,000+ instruments using quantum tensor decomposition. Captures non-linear dependencies that Gaussian copulas miss, the exact correlations that spike during crises.
Quantum Amplitude Estimation
Computes VaR, CVaR, and Expected Shortfall with quadratic speedup over classical Monte Carlo. Real-time risk metrics that would take classical systems hours are available in minutes.
Contagion Detection Engine
Quantum walk algorithms traverse financial institution networks to identify systemic risk channels. Maps how stress propagates through counterparty, collateral, and funding connections in real time.
Quantum Stress Testing
Runs 1,000+ stress scenarios simultaneously using quantum parallel computation. Each scenario models the full correlation structure, not the simplified factor models used by current regulatory frameworks.
$45B Risk Analytics Market
Quantum risk is the highest-value application of quantum computing in finance.
Why PRISM Wins
The only platform that models true systemic interconnectedness.
Full Correlation Structure
50,000+ instruments modeled simultaneously vs. 500-2,000 in classical systems. Captures the tail dependencies that cause systemic crises.
Real-Time Risk
Intraday VaR/CVaR computation vs. end-of-day batch processing. Risk desks see current exposure, not yesterday's.
Regulatory Premium
Quantum-native stress testing exceeds Basel III/IV requirements. Regulators become customers, not just enforcers.
Contagion Visibility
Maps systemic risk channels invisible to traditional models. First system to show regulators where the next crisis could originate.
Capital Efficiency
More accurate risk models mean lower capital reserves. Banks using PRISM could release billions in trapped regulatory capital.
Vendor Lock-In
Deep integration with trading systems, risk databases, and regulatory reporting. Switching costs measured in years and tens of millions.
Path to Deployment
From proof-of-concept to systemic risk standard.
Quantum VaR Engine
Build quantum amplitude estimation for portfolio-level VaR/CVaR. Validate against classical Monte Carlo on historical data. Pilot with 2 Tier 1 investment banks on single-desk risk.
Correlation Structure
Scale tensor network methods to 10,000+ instruments. Launch contagion detection across counterparty networks. Integrate real-time market data feeds. Expand to 5 bank pilots.
Regulatory Platform
Full 50,000+ instrument correlation modeling. Launch regulatory stress testing module. Engage Fed, ECB, BoE for central bank pilot. Achieve first commercial enterprise contracts. Target $25M ARR.
Market Standard
Become the standard for quantum-enhanced risk management. 15+ bank deployments, 3+ central bank contracts. Insurance and reinsurance expansion. Target $70M ARR.
Where PRISM Protects
From trading desks to central banks, quantum risk intelligence prevents the next crisis.
Bank-Wide Risk Aggregation
Aggregates risk across all desks, asset classes, and legal entities in real time. Reveals hidden concentrations that siloed risk systems miss.
Central Bank Surveillance
Fed and ECB monitor systemic risk across the entire banking system. Identifies which institutions pose systemic threats and through which channels.
Hedge Fund Alpha
Quantum correlation insights reveal mispriced tail risk. Funds position for regime changes that classical models can't predict.
Catastrophe Reinsurance
Models correlated losses across natural disaster, pandemic, and financial contagion scenarios for accurate reinsurance pricing.
Quantum Risk Architecture
Built for the world's most demanding risk computations.
Quantum Layer
Tensor Network Engine
Quantum tensor decomposition on IBM Heron, Google Willow, Quantinuum H2 for full correlation structure estimation
Amplitude Estimation
Quantum amplitude estimation for VaR/CVaR with O(1/epsilon) convergence vs. classical O(1/epsilon^2)
Quantum Walk Detector
Continuous-time quantum walks on financial institution graphs for contagion path identification
Parallel Stress Testing
Quantum superposition for evaluating 1000+ stress scenarios in single circuit execution
Platform Features
- Real-time market data integration (Bloomberg, Refinitiv)
- FIX protocol trading system connectors
- Basel III/IV regulatory reporting modules
- Counterparty credit risk modeling
- Multi-asset class coverage (equities, rates, FX, credit, commodities)
- Regulatory API for central bank integration
- SOC2 Type II and ISO 27001 certified
- On-premise deployment option for sensitive data
Revenue Architecture
High-value enterprise contracts with regulatory premium.
Bank Enterprise
Annual platform licensing per bank with full risk aggregation, stress testing, and contagion detection
Central Bank
Systemic risk surveillance platform for central banks and financial regulators
Computation API
Per-computation pricing for on-demand stress testing and correlation analysis